TINY Options History — November 2011 In November 2011, TINY traded between $3.42 and $3.97. ATM implied volatility averaged 92.1%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 14.9% (HV 20d: 77.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2011-11-03 : Highest Volume — 30 contracts2011-11-07 : Largest IV spike — 60.0% change2011-11-07 : Highest IV Rank — 71.7%2011-11-25 : Largest Expected Move — 33.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.67 $3.42 $3.97 $3.63 $3.58 Max Pain $4.64 $2.50 $5.00 $2.50 $5.00 ATM IV 92.1% 57.3% 135.7% 109.8% 103.9% Expected Move 24.4% 16.3% 33.5% 31.5% 29.8% HV 20d 77.2% 58.0% 85.3% 82.7% 58.0% HV 60d 65.8% 63.9% 68.3% 68.3% 66.8% IV Rank 42.2% 18.8% 71.7% 54.2% 50.2% IV Percentile 87.8% 64.7% 99.6% 96.8% 94.4% Term Structure -24.2% -43.1% 0.1% -31.7% -24.3% VWIV 87.3% 80.8% 92.9% 80.8% 92.9% Bid-Ask Spread % 105.61 95.83 118.91 110.08 96.31 Gamma HHI 0.59 0.44 0.80 0.74 0.78 Net GEX -101 -399 146 -273 105 Net DEX 147.3K 74.2K 170.1K 170.1K 158.3K Net VEX -217 -594 -21 -93 -59 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 5.381 0 30 17 8 Total OI 1,403.143 1,357 1,419 1,357 1,382
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2011-11-01 $3.63 $2.50 109.8% 31.5% 82.7% 54.2% 0.0% 0.0% -31.7% -273 170.1K -93 0.00 110.08 N/A N/A 17 0 815 542 2011-11-02 $3.79 $2.50 83.9% 24.1% 84.0% 36.7% 0.0% 0.0% -32.3% -382 139.8K -345 0.00 110.41 N/A N/A 0 0 832 542 2011-11-03 $3.97 $2.50 79.0% 22.6% 85.3% 33.4% 0.0% 0.0% -1.6% -180 79.3K -594 0.00 111.22 N/A N/A 30 0 832 542 2011-11-04 $3.82 $5.00 84.8% 20.1% 82.7% 37.3% 80.8% 0.0% -25.8% -62 74.2K -590 0.00 98.70 N/A N/A 17 0 852 542 2011-11-07 $3.69 $5.00 135.7% 22.6% 82.3% 71.7% 0.0% 0.0% -31.0% -207 155.9K -204 0.00 108.86 N/A N/A 8 0 852 542 2011-11-08 $3.88 $5.00 96.5% 16.3% 83.5% 45.2% 0.0% 0.0% 0.1% -399 115.7K -461 0.00 109.17 N/A N/A 0 0 857 542 2011-11-09 $3.65 $5.00 116.7% 22.5% 84.5% 58.9% 0.0% 0.0% -35.5% -180 158.7K -178 0.00 95.83 N/A N/A 12 0 857 542 2011-11-10 $3.64 $5.00 75.9% 21.8% 84.2% 31.3% 0.0% 0.0% -33.0% -106 166.6K -117 0.00 96.23 N/A N/A 0 0 869 542 2011-11-11 $3.80 $5.00 57.3% 16.4% 84.6% 18.8% 0.0% 0.0% -0.8% -294 136.9K -342 0.00 108.84 N/A N/A 0 0 869 542 2011-11-14 $3.73 $5.00 84.0% 24.1% 81.3% 36.8% 0.0% 0.0% -29.7% -140 152.3K -229 0.00 108.97 N/A N/A 0 0 869 542 2011-11-15 $3.85 $5.00 62.1% 17.8% 79.3% 22.0% 0.0% 0.0% -3.3% -326 109.5K -446 0.00 109.27 N/A N/A 0 0 869 542 2011-11-16 $3.76 $5.00 60.5% 17.3% 78.6% 20.9% 0.0% 0.0% -5.5% -196 151.2K -241 0.00 108.86 N/A N/A 8 0 869 542 2011-11-17 $3.61 $5.00 91.3% 26.2% 80.0% 41.7% 0.0% 0.0% -43.1% -21 165.3K -112 0.00 109.40 N/A N/A 2 0 877 542 2011-11-18 $3.70 $5.00 91.8% 26.3% 80.5% 42.0% 0.0% 0.0% -37.2% -131 155.4K -209 0.00 109.17 N/A N/A 0 0 875 542 2011-11-21 $3.53 $5.00 93.2% 26.7% 79.6% 43.0% 0.0% 0.0% -26.5% 146 167.6K -68 0.00 96.67 N/A N/A 7 0 875 542 2011-11-22 $3.53 $5.00 95.0% 27.2% 73.4% 44.2% 0.0% 0.0% -27.8% 104 167.2K -74 0.00 109.77 N/A N/A 0 0 875 542 2011-11-23 $3.53 $5.00 91.5% 26.2% 72.5% 41.8% 88.1% 0.0% -18.2% 103 167.3K -72 0.00 108.23 N/A N/A 4 0 875 542 2011-11-25 $3.46 $5.00 116.9% 33.5% 60.6% 59.0% 0.0% 0.0% -41.4% 106 169.1K -21 0.00 118.91 N/A N/A 0 0 875 542 2011-11-28 $3.54 $5.00 102.0% 29.2% 61.5% 48.9% 0.0% 0.0% -25.0% 81 168.3K -62 0.00 96.31 N/A N/A 0 0 875 542 2011-11-29 $3.42 $5.00 102.1% 29.3% 61.6% 49.0% 0.0% 0.0% -34.4% 140 165.4K -32 0.00 96.49 N/A N/A 0 0 875 542 2011-11-30 $3.58 $5.00 103.9% 29.8% 58.0% 50.2% 92.9% 0.0% -24.3% 105 158.3K -59 0.00 96.31 N/A N/A 8 0 875 507
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